cant download gba_bios.bin on pc.

i can download it, but instead of asking me where to save it to, it asks what program i want to open it with. i dont want to open it, i want to save to a folder so that i can access it with my droid mounted through usb. why is this so hard? i want to play the gamboid, snes, and nes...this is so frustrating...helpppppp